Data-driven estimates of the number of clusters in multivariate time series

An important problem in unsupervised data clustering is how to determine the number of clusters. Here we investigate how this can be achieved in an automated way by using interrelation matrices of multivariate time series. Two nonparametric and purely data driven algorithms are expounded and compared. The first exploits the eigenvalue spectra of surrogate data, while the second employs the eigenvector components of the interrelation matrix. Compared to the first algorithm, the second approach is computationally faster and not limited to linear interrelation measures.

A Wavelet Analysis of Pliopleistocene Climate Indicators: A New View of Periodicity Evolution

Wavelet analysis offers an alternative to Fourier based time-series analysis, and is particularly useful when the amplitudes and periods of dominant cycles are time dependent. We analyse climatic records derived from oxygen isotopic ratios of marine sediment cores with modified Morlet wavelets. We use a normalization of the Morlet wavelets which allows direct correspondence with Fourier analysis. This provides a direct view of the oscillations at various frequencies, and illustrates the nature of the time-dependence of the dominant cycles.

Stable-Isotope and Trace Element Time Series from Fedchenko Glacier (Pamirs) Snow/Firn Cores

In summer 2005, two pilot snow/firn cores were obtained at 5365 and 5206 m a.s.l. on Fedchenko glacier, Pamirs, Tajikistan, the world's longest and deepest alpine glacier. The well-defined seasonal layering appearing in stable-isotope and trace element distribution identified the physical links controlling the climate and aerosol concentration signals. Air temperature and humidity/precipitation were the primary determinants of stable-isotope ratios. Most precipitation over the Pamirs originated in the Atlantic. In summer, water vapor was re-evaporated from semi-arid regions in central Eurasia. The semi-arid regions contribute to non-soluble aerosol loading in snow accumulated on Fedchenko glacier. In the Pamir core, concentrations of rare earth elements, major and other elements were less than those in the Tien Shan but greater than those in Antarctica, Greenland, the Alps and the Altai. The content of heavy metals in the Fedchenko cores is 2-14 times lower than in the Altai glaciers. Loess from Afghan-Tajik deposits is the predominant lithogenic material transported to the Pamirs. Trace elements generally showed that aerosol concentration tended to increase on the windward slopes during dust storms but tended to decrease with altitude under clear conditions. The trace element profile documented one of the most severe droughts in the 20th century.

Detecting determinism with improved sensitivity in time series: Rank-based nonlinear predictability score

The rank-based nonlinear predictability score was recently introduced as a test for determinism in point processes. We here adapt this measure to time series sampled from time-continuous flows. We use noisy Lorenz signals to compare this approach against a classical amplitude-based nonlinear prediction error. Both measures show an almost identical robustness against Gaussian white noise. In contrast, when the amplitude distribution of the noise has a narrower central peak and heavier tails than the normal distribution, the rank-based nonlinear predictability score outperforms the amplitude-based nonlinear prediction error. For this type of noise, the nonlinear predictability score has a higher sensitivity for deterministic structure in noisy signals. It also yields a higher statistical power in a surrogate test of the null hypothesis of linear stochastic correlated signals. We show the high relevance of this improved performance in an application to electroencephalographic (EEG) recordings from epilepsy patients. Here the nonlinear predictability score again appears of higher sensitivity to nonrandomness. Importantly, it yields an improved contrast between signals recorded from brain areas where the first ictal EEG signal changes were detected (focal EEG signals) versus signals recorded from brain areas that were not involved at seizure onset (nonfocal EEG signals).

A New Approach for Automatic Removal of Movement Artifacts in Near-Infrared Spectroscopy Time Series by Means of Acceleration Data

Abstract: Near-infrared spectroscopy (NIRS) enables the non-invasive measurement of changes in hemodynamics and oxygenation in tissue. Changes in light-coupling due to movement of the subject can cause movement artifacts (MAs) in the recorded signals. Several methods have been developed so far that facilitate the detection and reduction of MAs in the data. However, due to fixed parameter values (e.g., global threshold) none of these methods are perfectly suitable for long-term (i.e., hours) recordings or were not time-effective when applied to large datasets. We aimed to overcome these limitations by automation, i.e., data adaptive thresholding specifically designed for long-term measurements, and by introducing a stable long-term signal reconstruction. Our new technique (“acceleration-based movement artifact reduction algorithm”, AMARA) is based on combining two methods: the “movement artifact reduction algorithm” (MARA, Scholkmann et al. Phys. Meas. 2010, 31, 649–662), and the “accelerometer-based motion artifact removal” (ABAMAR, Virtanen et al. J. Biomed. Opt. 2011, 16, 087005). We describe AMARA in detail and report about successful validation of the algorithm using empirical NIRS data, measured over the prefrontal cortex in adolescents during sleep. In addition, we compared the performance of AMARA to that of MARA and ABAMAR based on validation data.

Post-remission treatment with allogeneic stem cell transplantation in patients aged 60 years and older with acute myeloid leukaemia: a time-dependent analysis

BACKGROUND Acute myeloid leukaemia mainly affects elderly people, with a median age at diagnosis of around 70 years. Although about 50-60% of patients enter first complete remission upon intensive induction chemotherapy, relapse remains high and overall outcomes are disappointing. Therefore, effective post-remission therapy is urgently needed. Although often no post-remission therapy is given to elderly patients, it might include chemotherapy or allogeneic haemopoietic stem cell transplantation (HSCT) following reduced-intensity conditioning. We aimed to assess the comparative value of allogeneic HSCT with other approaches, including no post-remission therapy, in patients with acute myeloid leukaemia aged 60 years and older. METHODS For this time-dependent analysis, we used the results from four successive prospective HOVON-SAKK acute myeloid leukaemia trials. Between May 3, 2001, and Feb 5, 2010, a total of 1155 patients aged 60 years and older were entered into these trials, of whom 640 obtained a first complete remission after induction chemotherapy and were included in the analysis. Post-remission therapy consisted of allogeneic HSCT following reduced-intensity conditioning (n=97), gemtuzumab ozogamicin (n=110), chemotherapy (n=44), autologous HSCT (n=23), or no further treatment (n=366). Reduced-intensity conditioning regimens consisted of fludarabine combined with 2 Gy of total body irradiation (n=71), fludarabine with busulfan (n=10), or other regimens (n=16). A time-dependent analysis was done, in which allogeneic HSCT was compared with other types of post-remission therapy. The primary endpoint of the study was 5-year overall survival for all treatment groups, analysed by a time-dependent analysis. FINDINGS 5-year overall survival was 35% (95% CI 25-44) for patients who received an allogeneic HSCT, 21% (17-26) for those who received no additional post-remission therapy, and 26% (19-33) for patients who received either additional chemotherapy or autologous HSCT. Overall survival at 5 years was strongly affected by the European LeukemiaNET acute myeloid leukaemia risk score, with patients in the favourable risk group (n=65) having better 5-year overall survival (56% [95% CI 43-67]) than those with intermediate-risk (n=131; 23% [19-27]) or adverse-risk (n=444; 13% [8-20]) acute myeloid leukaemia. Multivariable analysis with allogeneic HSCT as a time-dependent variable showed that allogeneic HSCT was associated with better 5-year overall survival (HR 0·71 [95% CI 0·53-0·95], p=0·017) compared with non-allogeneic HSCT post-remission therapies or no post-remission therapy, especially in patients with intermediate-risk (0·82 [0·58-1·15]) or adverse-risk (0.39 [0·21-0·73]) acute myeloid leukaemia. INTERPRETATION Collectively, the results from these four trials suggest that allogeneic HSCT might be the preferred treatment approach in patients 60 years of age and older with intermediate-risk and adverse-risk acute myeloid leukaemia in first complete remission, but the comparative value should ideally be shown in a prospective randomised study. FUNDING None.

Time-Efficiency Analysis Comparing Digital and Conventional Workflows for Implant Crowns: A Prospective Clinical Crossover Trial

PURPOSE To compare time-efficiency in the production of implant crowns using a digital workflow versus the conventional pathway. MATERIALS AND METHODS This prospective clinical study used a crossover design that included 20 study participants receiving single-tooth replacements in posterior sites. Each patient received a customized titanium abutment plus a computer-aided design/computer-assisted manufacture (CAD/CAM) zirconia suprastructure (for those in the test group, using digital workflow) and a standardized titanium abutment plus a porcelain-fused-to-metal crown (for those in the control group, using a conventional pathway). The start of the implant prosthetic treatment was established as the baseline. Time-efficiency analysis was defined as the primary outcome, and was measured for every single clinical and laboratory work step in minutes. Statistical analysis was calculated with the Wilcoxon rank sum test. RESULTS All crowns could be provided within two clinical appointments, independent of the manufacturing process. The mean total production time, as the sum of clinical plus laboratory work steps, was significantly different. The mean ± standard deviation (SD) time was 185.4 ± 17.9 minutes for the digital workflow process and 223.0 ± 26.2 minutes for the conventional pathway (P = .0001). Therefore, digital processing for overall treatment was 16% faster. Detailed analysis for the clinical treatment revealed a significantly reduced mean ± SD chair time of 27.3 ± 3.4 minutes for the test group compared with 33.2 ± 4.9 minutes for the control group (P = .0001). Similar results were found for the mean laboratory work time, with a significant decrease of 158.1 ± 17.2 minutes for the test group vs 189.8 ± 25.3 minutes for the control group (P = .0001). CONCLUSION Only a few studies have investigated efficiency parameters of digital workflows compared with conventional pathways in implant dental medicine. This investigation shows that the digital workflow seems to be more time-efficient than the established conventional production pathway for fixed implant-supported crowns. Both clinical chair time and laboratory manufacturing steps could be effectively shortened with the digital process of intraoral scanning plus CAD/CAM technology.

The Time-Series Properties on Housing Prices: A Case Study of the Southern California Market

We examine the time-series relationship between housing prices in eight Southern California metropolitan statistical areas (MSAs). First, we perform cointegration tests of the housing price indexes for the MSAs, finding seven cointegrating vectors. Thus, the evidence suggests that one common trend links the housing prices in these eight MSAs, a purchasing power parity finding for the housing prices in Southern California. Second, we perform temporal Granger causality tests revealing intertwined temporal relationships. The Santa Anna MSA leads the pack in temporally causing housing prices in six of the other seven MSAs, excluding only the San Luis Obispo MSA. The Oxnard MSA experienced the largest number of temporal effects from other MSAs, six of the seven, excluding only Los Angeles. The Santa Barbara MSA proved the most isolated in that it temporally caused housing prices in only two other MSAs (Los Angels and Oxnard) and housing prices in the Santa Anna MSA temporally caused prices in Santa Barbara. Third, we calculate out-of-sample forecasts in each MSA, using various vector autoregressive (VAR) and vector error-correction (VEC) models, as well as Bayesian, spatial, and causality versions of these models with various priors. Different specifications provide superior forecasts in the different MSAs. Finally, we consider the ability of theses time-series models to provide accurate out-of-sample predictions of turning points in housing prices that occurred in 2006:Q4. Recursive forecasts, where the sample is updated each quarter, provide reasonably good forecasts of turning points.